+46.6%
XLE vs RKT
-23.2%
+69.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +0.9% |
| 7D | +4.4% | -7.5% | +11.9% | +3.4% |
| 30D | -4.3% | +26.6% | -30.9% | -1.3% |
| 3M | +6.0% | -2.4% | +8.5% | +6.3% |
| 6M | +13.2% | -7.4% | +20.6% | +14.2% |
| YTD | +46.7% | -29.2% | +75.9% | +46.4% |
| 1Y | +46.6% | -23.5% | +70.2% | +45.3% |
| All | +46.6% | -23.2% | +69.8% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RKT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling